Clara Vega
Names
Identifer
Contact
Affiliations
-
University of Rochester
/ William E. Simon Graduate School of Business Administration (weight: 50%)
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Federal Reserve Board (Board of Governors of the Federal Reserve System) (weight: 50%)
Research profile
author of:
- Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets (RePEc:aah:create:2007-20)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (RePEc:aea:aecrev:v:93:y:2003:i:1:p:38-62)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega - The Monetary Origins of Asymmetric Information in International Equity Markets (RePEc:bca:bocawp:04-47)
by Gregory Bauer & Clara Vega - Asymmetric Information in the Stock Market: Economic News and Co-movement (RePEc:cpr:ceprdp:5598)
by Albuquerque, Rui & Vega, Clara - Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices (RePEc:cpr:ceprdp:7015)
by Kilian, Lutz & Vega, Clara - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (RePEc:duk:dukeec:02-16)
by Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (RePEc:ecl:upafin:02-1)
by Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara - Real-time price discovery in global stock, bond and foreign exchange markets (RePEc:eee:inecon:v:73:y:2007:i:2:p:251-277)
by Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara - Stock price reaction to public and private information (RePEc:eee:jfinec:v:82:y:2006:i:1:p:103-133)
by Vega, Clara - Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact? (RePEc:fip:fedgfe:2015-46)
by Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega - Counterparty Risk and Counterparty Choice in the Credit Default Swap Market (RePEc:fip:fedgfe:2016-87)
by Wenxin Du & Salil Gadgil & Michael B. Gordy & Clara Vega - Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements (RePEc:fip:fedgfe:2021-74)
by Benjamin Gardner & Chiara Scotti & Clara Vega - Fed Communication, News, Twitter, and Echo Chambers (RePEc:fip:fedgfe:2023-36)
by Bennett Schmanski & Chiara Scotti & Clara Vega - Market Liquidity in Treasury Futures Market During March 2020 (RePEc:fip:fedgfe:2025-38)
by Eleni Gousgounis & Scott Mixon & Tugkan Tuzun & Clara Vega - Real-time price discovery in global stock, bond and foreign exchange markets (RePEc:fip:fedgif:871)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega - The monetary origins of asymmetric information in international equity markets (RePEc:fip:fedgif:872)
by Gregory H. Bauer & Clara Vega - Informed and strategic order flow in the bond markets (RePEc:fip:fedgif:874)
by Paolo Pasquariello & Clara Vega - Soft information in earnings announcements: news or noise? (RePEc:fip:fedgif:951)
by Elizabeth Demers & Clara Vega - Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level (RePEc:fip:fedgif:952)
by John Ammer & Clara Vega & Jon Wongswan - Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices (RePEc:fip:fedgif:957)
by Lutz Kilian & Clara Vega - Rise of the machines: algorithmic trading in the foreign exchange market (RePEc:fip:fedgif:980)
by Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega - All-to-All Trading in the U.S. Treasury Market (RePEc:fip:fednep:99623)
by Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover - What do chain store sales tell us about consumer spending? (RePEc:fip:fednep:y:1996:i:oct:p:15-35:n:v.2no.2)
by Ethan S. Harris & Clara Vega - What do chain store sales tell us about consumer spending? (RePEc:fip:fednrp:9614)
by Ethan S. Harris & Clara Vega - All-to-All Trading in the U.S. Treasury Market (RePEc:fip:fednsr:94959)
by Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover - Demand for Information, Uncertainty, and the Response of US Treasury Securities to News (RePEc:nbr:nberch:14604)
by Hedi Benamar & Thierry Foucault & Clara Vega - Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (RePEc:nbr:nberwo:11312)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (RePEc:nbr:nberwo:8959)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega - Informed and Strategic Order Flow in the Bond Markets (RePEc:oup:rfinst:v:20:y:2007:i:6:p:1975-2019)
by Paolo Pasquariello & Clara Vega - Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (RePEc:pen:papers:04-028)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? (RePEc:wop:pennin:02-23)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega